+232.5%
WM vs CLBK
+63.3%
+169.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +1.2% | +2.9% | -1.7% | +0.7% |
| 30D | +13.7% | +5.4% | +8.3% | +12.7% |
| 3M | +5.2% | +5.8% | -0.5% | +4.1% |
| 6M | +11.2% | +28.9% | -17.7% | +6.3% |
| YTD | +9.4% | +61.8% | -52.4% | +0.3% |
| 1Y | +20.4% | +63.1% | -42.7% | +10.1% |
| 3Y | +44.7% | +55.3% | -10.7% | +30.1% |
| 5Y | +58.5% | +28.0% | +30.5% | +43.9% |
| All | +232.5% | +63.3% | +169.2% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling